Re: [R] linear functional relationships with heteroscedastic & non-Gaussian errors - any packages around?

2008-12-03 Thread Prof Brian Ripley
On Tue, 2 Dec 2008, Jarle Brinchmann wrote: Yes I think so if the errors were normally distributed. Unfortunately I'm far from that but the combination of sem & its bootstrap is a good way to deal with it in the normal case. I must admit as a non-statistician I'm a not 100% sure what the differ

Re: [R] linear functional relationships with heteroscedastic & non-Gaussian errors - any packages around?

2008-12-02 Thread Jarle Brinchmann
Yes I think so if the errors were normally distributed. Unfortunately I'm far from that but the combination of sem & its bootstrap is a good way to deal with it in the normal case. I must admit as a non-statistician I'm a not 100% sure what the difference (if there is one) between a linear functio

Re: [R] linear functional relationships with heteroscedastic & non-Gaussian errors - any packages around?

2008-12-02 Thread Spencer Graves
Isn't this a special case of structural equation modeling, handled by the 'sem' package? Spencer Jarle Brinchmann wrote: Thanks for the reply! On Tue, Dec 2, 2008 at 6:34 PM, Prof Brian Ripley <[EMAIL PROTECTED]> wrote: I wonder if you are using this term in its correct technic

Re: [R] linear functional relationships with heteroscedastic & non-Gaussian errors - any packages around?

2008-12-02 Thread Jarle Brinchmann
Thanks for the reply! On Tue, Dec 2, 2008 at 6:34 PM, Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > I wonder if you are using this term in its correct technical sense. > A linear functional relationship is > > V = a + bU > X = U + e > Y = V + f > > e and f are random errors (often but not necessa

Re: [R] linear functional relationships with heteroscedastic & non-Gaussian errors - any packages around?

2008-12-02 Thread Prof Brian Ripley
I wonder if you are using this term in its correct technical sense. A linear functional relationship is V = a + bU X = U + e Y = V + f e and f are random errors (often but not necessarily independent) with distributions possibly depending on U and V respectively. and pairs from (X,Y) are obse

Re: [R] linear functional relationships with heteroscedastic & non-Gaussian errors - any packages around?

2008-12-02 Thread Prof Brian Ripley
I wonder if you are using this term in its correct technical sense. A linear functional relationship is V = a + bU X = U + e Y = V + f e and f are random errors (often but not necessarily independent) with distributions possibly depending on U and V respectively. and pairs from (X,Y) are obse

[R] linear functional relationships with heteroscedastic & non-Gaussian errors - any packages around?

2008-12-02 Thread Jarle Brinchmann
[apologies if this appears twice] Hi, I have a situation where I have a set of pairs of X & Y variables for each of which I have a (fairly) well-defined PDF. The PDF(x_i) 's and PDF(y_i)'s are unfortunately often rather non-Gaussian although most of the time not multi-modal. For these data (est

[R] linear functional relationships with heteroscedastic & non-Gaussian errors - any packages around?

2008-12-01 Thread Jarle Brinchmann
Hi, I have a situation where I have a set of pairs of X & Y variables for each of which I have a (fairly) well-defined PDF. The PDF(x_i) 's and PDF(y_i)'s are unfortunately often rather non-Gaussian although most of the time not multi--modal. For these data (estimates of gas content in galaxies)